Functions and datasets for bootstrapping from the book "Bootstrap Methods and Their Application" by A. C. Davison and D. V. Hinkley (1997, CUP), originally written by Angelo Canty for S.
Cited in
(only showing first 100 items - show all)- Robust resampling confidence intervals for empirical variograms
- A model-free test for independence between time series
- On generalized multinomial models and joint percentile estimation
- Distance-based parametric bootstrap tests for clustering of species ranges
- Penalized quasi-likelihood with spatially correlated data
- Independence, successive and conditional likelihood for time series of counts
- Bootstrapping a hedonic price index: experience from used cars data
- Bootstrap-based ARMA order selection
- Recent developments in bootstrap methodology
- Fitting semiparametric cure models
- Bias correction on censored least squares regression models
- Linear bootstrap methods for vector autoregressive moving-average models
- Asymptotically refined score and GOF tests for inverse Gaussian models
- New bootstrap inference for spurious regression problems
- Modelling shelter choices in a class of mixture models for ordinal responses
- Tests for regression models with heteroskedasticity of unknown form
- Managing the essential zeros in quantitative fatty acid signature analysis
- Empirical likelihood for the two-sample mean problem
- Inference in a bimodal Birnbaum-Saunders model
- The impact of the bootstrap on statistical algorithms and theory
- Multivariate Saddlepoint test for the wrapped normal model
- Control of the false discovery rate under dependence using the bootstrap and subsampling
- Fast and robust bootstrap
- Improved rank-based dependence measures for categorical data.
- A unified approach to proving parametric bootstrap consistency for some goodness-of-fit tests
- On two-stage Monte Carlo tests of composite hypotheses
- Estimation of biophysical parameters in a neuron model under random fluctuations
- Bootstrap-based inferential improvements in beta autoregressive moving average model
- Comparison of two methods in estimating standard error of the method of simulated moments estimators for generalized linear mixed models
- Improved maximum likelihood estimators for the parameters of the Johnson SB distribution
- Coverage probabilities of confidence intervals for the slope parameter of linear regression model when the error term is not normally distributed
- Testing for a single mean with transformed data
- Estimation and model selection of semiparametric multivariate survival functions under general censorship
- Associations and manipulations in the mental lexicon: a model of word-stem completion
- R compact. The fast introduction into data analysis
- Bootstrapping the out-of-sample predictions for efficient and accurate cross-validation
- Beyond first-order asymptotics for Cox regression
- The assessment of performance of correlation estimates in discrete bivariate distributions using bootstrap methodology
- Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data
- Bayesian estimation of the global minimum variance portfolio
- Agnostic notes on regression adjustments to experimental data: reexamining Freedman's critique
- Regional residual plots for assessing the fit of linear regression models
- Semi-parametric single-index two-part regression models
- Estimating probabilities under the three-parameter gamma distribution using composite sampling
- Bootstrapping long memory tests: some Monte Carlo results
- Using the bootstrap for finite sample confidence intervals of the log periodogram regression
- Bootstrap methods for epistemic fuzzy data
- A new long-term survival model with interval-censored data
- Statistical inference for inter-arrival times of extreme events in bursty time series
- Using scan statistics for cluster detection: recognizing real bandwagons
- Confidence intervals for the difference of two proportions estimated from pooled samples
- Application of the bootstrap method for change points analysis in generalized linear models
- A computational approach test for comparing two linear regression models with unequal variances
- Bootstrap confidence intervals for the simultaneous equations model under heavy-tailed contamination
- QuickMMCTest: quick multiple Monte Carlo testing
- The polysurvival model with long-term survivors
- A general bootstrap algorithm for hypothesis testing
- Bootstrapping a change-point Cox model for survival data
- Constructing narrower confidence intervals by inverting adaptive tests
- Resampling methods for estimating variance in surveys
- Distribution-free pointwise adjusted \(p\)-values for functional hypotheses
- Location-adjusted Wald statistics for scalar parameters
- Estimating reliability in proportional odds ratio models
- Spatial point process models for location-allocation problems
- A dynamic dosimetry model for radioactive exposure scenarios in \textit{Arabidopsis thaliana}
- GEE type inference for clustered zero-inflated negative binomial regression with application to dental caries
- Probability and statistics with R
- Estimation of prediction error by using \(K\)-fold cross-validation
- Nonparametric hypothesis testing in clustered survival model
- A dynamic model for rule induction tasks
- Score tests for covariate effects in conditional copulas
- Inferential procedures for partially observed functional data
- A generalized bridge regression in fuzzy environment and its numerical solution by a capable recurrent neural network
- Testing the Rasch model with the conditional likelihood ratio test: sample size requirements and bootstrap algorithms
- On the added value of bootstrap analysis for K-means clustering
- About an adaptively weighted Kaplan-Meier estimate
- Scan statistics for detecting a local change in variance for normal data with unknown population variance
- Efficient computation of adjusted p-values for resampling-based stepdown multiple testing
- Bootstrapping the Box-Pierce Q test: a robust test of uncorrelatedness
- Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics
- Adaptive kernel estimation of the baseline function in the Cox model with high-dimensional covariates
- A likelihood‐based comparison of temporal models for physical processes
- Two-sample nonparametric stochastic order inference with an application in plant physiology
- Mathematical modeling and numerical simulations of Zika in Colombia considering mutation
- Confidence intervals based on robust regression
- Variance computations for functionals of absolute risk estimates
- Evaluation of a three-step method for choosing the number of bootstrap repetitions
- Properties of bootstrap tests for N‐of‐1 studies
- Degradation modeling applied to residual lifetime prediction using functional data analysis
- Extreme quantile estimation for \(\beta\)-mixing time series and applications
- Using bootstrap methods to obtain non-normality robust Chow prediction tests.
- Alternatives to the usual likelihood ratio test in mixed linear models
- Simultaneous adjustment of bias and coverage probabilities for confidence intervals
- Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates
- scientific article; zbMATH DE number 7578274 (Why is no real title available?)
- Time-simultaneous prediction bands: a new look at the uncertainty involved in forecasting mortality
- Ordered inference using observed confidence levels
- Sharpening Wald-type inference in robust regression for small samples
- Nonparametric bootstrapping for hierarchical data
- A Bootstrap Test for Circular Data
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